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An Introduction to Statistical Modeling of Extreme Values - Softcover

Book 58 of 160: Springer Series in Statistics

Coles, Stuart

 
9781447136767: An Introduction to Statistical Modeling of Extreme Values

This specific ISBN edition is currently not available.

Synopsis

1. Introduction.- 2. Basics of Statistical Modeling.- 3. Classical Extreme Value Theory and Models.- 4. Threshold Models.- 5. Extremes of Dependent Sequences.- 6. Extremes of Non-Stationary Sequences.- 7. A Point Process Characterization of Extremes.- 8. Multivariate Extremes.- 9. Further Topics.- Appendix A: Computational Aspects.- Index.

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